+46.6%
ASML vs CME
+15.2%
+31.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.7% | +5.9% |
| 7D | -0.8% | -0.6% | -0.3% | -1.2% |
| 30D | -14.9% | +8.5% | -23.4% | -9.9% |
| 3M | -13.0% | +16.0% | -29.0% | -3.8% |
| 6M | -4.7% | +9.3% | -14.0% | +4.4% |
| YTD | +42.3% | +15.3% | +27.0% | +60.3% |
| All | +46.6% | +15.2% | +31.4% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling